A copula-based approach for generating lattices
Tianyang Wang, James S. Dyer, Warren J. Hahn
| Year of publication: |
October 2015
|
|---|---|
| Authors: | Wang, Tianyang ; Dyer, James S. ; Hahn, Warren J. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 18.2015, 3, p. 263-289
|
| Subject: | Stochastic processes | Discrete models | Option pricing | Copulas | Optionspreistheorie | Option pricing theory | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-015-9111-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011477303